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math.ST2026
Mixed difference integer-valued GARCH model for -valued time series
Abdelhakim Aknouche, Christian Francq, Yuichi Goto
In this paper, we introduce flexible observation-driven -valued time series models constructed from mixtures of negative and non-negative components. Compared to models…
math.ST2024
Residual spectrum: Brain functional connectivity detection beyond coherence
Yuichi Goto, Xuze Zhang, Benjamin Kedem +1
Coherence is a widely used measure to assess linear relationships between time series. However, it fails to capture nonlinear dependencies. To overcome this limitation, this paper…